Pages that link to "Item:Q2707155"
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The following pages link to Louis Bachelier on the centenary of ``Théorie de la spéculation'' (Q2707155):
Displaying 12 items.
- Gaussian mixture modelling to detect random walks in capital markets (Q597510) (← links)
- Option pricing in subdiffusive Bachelier model (Q650194) (← links)
- Subordination, self-similarity, and option pricing (Q1009413) (← links)
- Econophysics: past and present (Q1620542) (← links)
- An exactly solvable correlated stochastic process in finite time (Q1782856) (← links)
- Oil futures volatility smiles in 2020: why the Bachelier smile is flatter (Q2165396) (← links)
- Stochastic volatility models including open, close, high and low prices (Q2893203) (← links)
- (Q4689119) (← links)
- A streamlined derivation of the Black-Scholes option pricing formula (Q5756385) (← links)
- The influence of financial practice in developing mathematical probability. Submitted for a special edition of \textit{Synthese}, ``Enabling mathematical cultures'' (Q6182765) (← links)
- Rejoinder to: ``Multivariate generalized hyperbolic laws for modeling financial log returns: empirical and theoretical considerations'' (Q6578141) (← links)
- Belgium and probability in the nineteenth century: the case of Paul Mansion (Q6653594) (← links)